I had them with all three of mine, by the time my last one came, I had started having them at 4 months along. I had to be careful with twisting or turning the wrong way, stretching too much(as in, reaching into the top cabinet) or anything else that seemed to use my abdominal muscles. I also had them if I sat too long, or stood too long. They would go away once I changed my activity level-whether it was to get active(because I'd been sitting), or to take a breather(because I'd been walking, standing, whatever). It made for a VERY long trans-Atlantic flight at 5 months along, let me tell you! lol
My kids were all pretty much born at term(my daughter was 20 days early), and my labors were all very very short(my 'longest' labor was just under 5 hours, the middle was just under 4 hours, and my daughter only a little over an hour).
It is normal for them to come earlier with each pregnancy, but that being said, make sure you stay hydrated. That is one major cause of pre=term labor. Change your activity level, see if that helps. You won't stop having them, but let your OB/Gyn know so that they can also make sure you're not dilating as well. That's the real warning sign.